but I personally think that Seek And Destroy shouldn't be in the set if it's not the closer.

You are aware that S&D didn't become the regular set closer until like 2003/2004, right? They've played far more shows where it wasn't the closer than they have with it. It's always been a regular and it works no matter where it's put in the set.

This is an awesome set and thank the metal gods they finally dropped NEM for once

According to setlist.fm here's the sets from Megadeth and Slayer at this show. I still haven't seen Anthrax's yet.